-17.9%
CLS vs ALLE
+15.3%
-33.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.0% | -6.4% | -5.5% |
| 7D | +16.3% | +3.6% | +12.7% | +15.9% |
| 30D | -25.7% | +25.9% | -51.6% | -27.8% |
| 3M | -30.9% | +15.8% | -46.6% | -31.2% |
| 6M | -35.5% | +48.1% | -83.6% | -40.4% |
| YTD | -18.7% | +22.0% | -40.7% | -22.5% |
| 1Y | -17.9% | +18.0% | -35.9% | -19.9% |
| All | -17.9% | +15.3% | -33.2% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ALLE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling